Xiaodan Dong, Kittituch Wongwatcharapaiboon, Sugi Lee, Jennifer S. K. Chan, Weidong Huang 0001. Modelling Financial Time Series of Returns and Covariance Matrices Using Time-Space Transformers. In Quang Vinh Nguyen, Yuefeng Li, Paul Kwan, Yanchang Zhao, Yee Ling Boo, Richi Nayak, editors, Data Science and Machine Learning - 23rd Australasian Conference, AusDM 2025, Brisbane, QLD, Australia, November 26-28, 2025, Proceedings. Volume 2765 of Communications in Computer and Information Science, pages 176-191, Springer, 2025. [doi]
Abstract is missing.